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lect12, Mon 02/25

ODEs: algorithms

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Reading assignment

Read NCM Section 7.9 (stiff ODEs)

References for today’s lecture

NCM Chapter 7 through Section 7.5. Section 7.5 is about an algorithm that Matlab calls BS23 (and implements as ode23tx); this is the same algorithm that scipy calls RK23.

Outline

• ODEs with higher derivatives
  • the harmonic oscillator
• Euler’s method (the forward Euler algorithm)
• Variants of Euler’s method
• The RK23 algorithm and its relatives